NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 97.81 97.83 0.02 0.0% 94.52
High 98.27 98.57 0.30 0.3% 96.26
Low 97.32 97.72 0.40 0.4% 91.88
Close 97.91 98.54 0.63 0.6% 96.19
Range 0.95 0.85 -0.10 -10.5% 4.38
ATR 1.52 1.47 -0.05 -3.1% 0.00
Volume 17,101 21,001 3,900 22.8% 79,970
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.83 100.53 99.01
R3 99.98 99.68 98.77
R2 99.13 99.13 98.70
R1 98.83 98.83 98.62 98.98
PP 98.28 98.28 98.28 98.35
S1 97.98 97.98 98.46 98.13
S2 97.43 97.43 98.38
S3 96.58 97.13 98.31
S4 95.73 96.28 98.07
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 107.92 106.43 98.60
R3 103.54 102.05 97.39
R2 99.16 99.16 96.99
R1 97.67 97.67 96.59 98.42
PP 94.78 94.78 94.78 95.15
S1 93.29 93.29 95.79 94.04
S2 90.40 90.40 95.39
S3 86.02 88.91 94.99
S4 81.64 84.53 93.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.57 93.40 5.17 5.2% 1.57 1.6% 99% True False 21,242
10 98.57 91.88 6.69 6.8% 1.56 1.6% 100% True False 16,364
20 98.57 91.78 6.79 6.9% 1.46 1.5% 100% True False 12,930
40 98.57 89.40 9.17 9.3% 1.33 1.4% 100% True False 8,700
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 102.18
2.618 100.80
1.618 99.95
1.000 99.42
0.618 99.10
HIGH 98.57
0.618 98.25
0.500 98.15
0.382 98.04
LOW 97.72
0.618 97.19
1.000 96.87
1.618 96.34
2.618 95.49
4.250 94.11
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 98.41 98.08
PP 98.28 97.62
S1 98.15 97.17

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These figures are updated between 7pm and 10pm EST after a trading day.

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